ETH Swing Volatility Breakout (BTC Trend-Gated) is an official Trigr strategy by 0x7216…0007. It trades ETH on the 4h timeframe, long only. Version 10 was published on 2026-10-09.
Waits for ETH volatility to build and trades the breakout, riding expansion moves as the range resolves, taking signals only when the prevailing BTC trend agrees. Position size scales down when volatility spikes, and every trade is time-boxed so positions never overstay. Signed net-friction backtest: return +256.8%, Sharpe 0.82, profit factor 1.3861, max drawdown −31.3%, 330 trades. Includes the 1 bps builder fee, 10 bps slippage, point-in-time funding, next-bar fills, and a 40% venue-placeable Hyperliquid stop. Historical results are hypothetical, selection-conditioned, and not a guarantee of live returns.
Backtest of the published version on the Trigr engine over point-in-time market data, from 2020-01-01 to 2026-10-08: net return +148.2%, Sharpe 1.23, max drawdown −12.0%, win rate 54%, 337 trades.
Costs. Trading fees and a builder fee of 1 bps per side are included. Slippage: not applied. Funding: not applied.
Forward paper track from 2026-07-23 to 2026-10-15 (84 days): return +11.3%, fees included. Paper fills are simulated on live market prices; this is not a funded account.
Past performance, backtested or paper, does not guarantee future results. Nothing here is investment advice.
